Maximization, under equality constraints, of a functional of a probability distribution (Q1172548)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximization, under equality constraints, of a functional of a probability distribution |
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Maximization, under equality constraints, of a functional of a probability distribution (English)
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1983
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equality constraints
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maximal variance
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stop-loss reinsured risk
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partial information on the risk
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polar function
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bipolar function
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primal problem
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dual problem
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effective domain
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maximization of probability
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distribution functional
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